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QDAY.NEO vs. SDAY.NEO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QDAY.NEO vs. SDAY.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton EnhancedTechnology DayMAX™ ETF (QDAY.NEO) and Hamilton Enhanced U.S. Equity DayMAX™ ETF (SDAY.NEO). The values are adjusted to include any dividend payments, if applicable.

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QDAY.NEO vs. SDAY.NEO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, QDAY.NEO achieves a -11.66% return, which is significantly lower than SDAY.NEO's 5.24% return.


QDAY.NEO

1D
1.64%
1M
-3.87%
YTD
-11.66%
6M
-15.40%
1Y
3Y*
5Y*
10Y*

SDAY.NEO

1D
0.30%
1M
-3.12%
YTD
5.24%
6M
4.78%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QDAY.NEO vs. SDAY.NEO - Expense Ratio Comparison

Both QDAY.NEO and SDAY.NEO have an expense ratio of 0.85%.


Return for Risk

QDAY.NEO vs. SDAY.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton EnhancedTechnology DayMAX™ ETF (QDAY.NEO) and Hamilton Enhanced U.S. Equity DayMAX™ ETF (SDAY.NEO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

QDAY.NEO vs. SDAY.NEO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QDAY.NEOSDAY.NEODifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.21

1.33

-1.55

Correlation

The correlation between QDAY.NEO and SDAY.NEO is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

QDAY.NEO vs. SDAY.NEO - Dividend Comparison

QDAY.NEO's dividend yield for the trailing twelve months is around 5.37%, less than SDAY.NEO's 11.50% yield.


Drawdowns

QDAY.NEO vs. SDAY.NEO - Drawdown Comparison

The maximum QDAY.NEO drawdown since its inception was -25.46%, which is greater than SDAY.NEO's maximum drawdown of -8.27%. Use the drawdown chart below to compare losses from any high point for QDAY.NEO and SDAY.NEO.


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Drawdown Indicators


QDAY.NEOSDAY.NEODifference

Max Drawdown

Largest peak-to-trough decline

-25.46%

-8.27%

-17.19%

Current Drawdown

Current decline from peak

-21.83%

-3.72%

-18.11%

Average Drawdown

Average peak-to-trough decline

-7.96%

-1.62%

-6.34%

Volatility

QDAY.NEO vs. SDAY.NEO - Volatility Comparison


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Volatility by Period


QDAY.NEOSDAY.NEODifference

Volatility (1Y)

Calculated over the trailing 1-year period

23.28%

11.95%

+11.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.28%

11.95%

+11.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.28%

11.95%

+11.33%